I'm happy to share my experience with you. The zeb recruting process consists of:
Phone interview (with recruiter): why consulting? why zeb? etc...
Interview day: 3 case interviews (2 with consultants, 1 with partner) consisting of personal fit, banking cases, brainteaser and questions about banking sector
I recommend you to get up to date on the banking sector as well as know important macro economical concepts and terms. Overall I feel that the interview process with zeb was really fair and respectful. Much better than other firms I had interviews with. Plus about one week after the interview they gave me a call and actually useful feedback! I didn't end up getting the job (lack of macro knowledge) but I didn't feel so bad, because it was understandable and it was useful for me to have that interview experience.
Anyway I hope you get it and wish you the best of luck! :-)